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LiborMarketModelType Struct Reference

#include <LiborMarketModel.h>

List of all members.


Detailed Description

Object encapsulating the following information:
type of simulation (driftless, low factor driftless, predictor-corrector, fast predictor-corrector) and LiborFactorLoadingType.

Definition at line 65 of file LiborMarketModel.h.

Public Member Functions

 LiborMarketModelType (const LiborFactorLoadingType *lflType, int lmmType)
std::ostream & printSelf (std::ostream &) const

Public Attributes

const LiborFactorLoadingTypeflType
const int type

Static Public Attributes

const int DL = 0
const int LFDL = 1
const int PC = 2
const int FPC = 3


Constructor & Destructor Documentation

LiborMarketModelType::LiborMarketModelType const LiborFactorLoadingType   lflType,
int    lmmType
[inline]
 

Parameters:
lflType factorloading type (vols and corrs).
lmmType LiborMarketModel::DL,LFDL,PC,FPC

Definition at line 81 of file LiborMarketModel.h.


Member Function Documentation

std::ostream& LiborMarketModelType::printSelf std::ostream &    const
 


Member Data Documentation

const int LiborMarketModelType::DL = 0 [static]
 

DL (driftless), LFDL (low factor drifless) PC (predictor-corrector), FPC (fast predictor-corrector).

Definition at line 70 of file LiborMarketModel.h.

const int LiborMarketModelType::LFDL = 1 [static]
 

DL (driftless), LFDL (low factor drifless) PC (predictor-corrector), FPC (fast predictor-corrector).

Definition at line 70 of file LiborMarketModel.h.

const int LiborMarketModelType::PC = 2 [static]
 

DL (driftless), LFDL (low factor drifless) PC (predictor-corrector), FPC (fast predictor-corrector).

Definition at line 70 of file LiborMarketModel.h.

const int LiborMarketModelType::FPC = 3 [static]
 

DL (driftless), LFDL (low factor drifless) PC (predictor-corrector), FPC (fast predictor-corrector).

Definition at line 70 of file LiborMarketModel.h.

const LiborFactorLoadingType* LiborMarketModelType::flType
 

Type of factor loading.

Definition at line 73 of file LiborMarketModel.h.

const int LiborMarketModelType::type
 

type flag: DL, LFDL, PC, FPC.

Definition at line 76 of file LiborMarketModel.h.


The documentation for this struct was generated from the following file:
Generated on Mon Sep 22 02:16:33 2003 for Libor-Library by doxygen1.3-rc3